+334.0%
SPGI vs RL
+369.1%
-35.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +16.1% | +7.6% | +8.4% | +14.2% |
| 3M | +15.5% | -1.5% | +17.0% | +15.6% |
| 6M | +19.6% | +12.1% | +7.6% | +16.0% |
| YTD | -3.6% | +13.9% | -17.5% | -7.3% |
| 1Y | +2.2% | +20.7% | -18.4% | -3.0% |
| 3Y | +30.1% | +260.6% | -230.4% | -5.9% |
| 5Y | +14.9% | +248.9% | -233.9% | -18.2% |
| 10Y | +334.0% | +355.9% | -21.9% | +178.3% |
| All | +334.0% | +369.1% | -35.1% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling